CME Canadian Dollar Future September 2022


Trading Metrics calculated at close of trading on 21-Mar-2022
Day Change Summary
Previous Current
18-Mar-2022 21-Mar-2022 Change Change % Previous Week
Open 0.7935 0.7938 0.0003 0.0% 0.7849
High 0.7942 0.7944 0.0003 0.0% 0.7942
Low 0.7908 0.7929 0.0021 0.3% 0.7783
Close 0.7936 0.7940 0.0004 0.1% 0.7936
Range 0.0034 0.0016 -0.0018 -53.7% 0.0159
ATR 0.0049 0.0047 -0.0002 -4.9% 0.0000
Volume 257 26 -231 -89.9% 584
Daily Pivots for day following 21-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.7984 0.7977 0.7948
R3 0.7968 0.7962 0.7944
R2 0.7953 0.7953 0.7942
R1 0.7946 0.7946 0.7941 0.7950
PP 0.7937 0.7937 0.7937 0.7939
S1 0.7931 0.7931 0.7938 0.7934
S2 0.7922 0.7922 0.7937
S3 0.7906 0.7915 0.7935
S4 0.7891 0.7900 0.7931
Weekly Pivots for week ending 18-Mar-2022
Classic Woodie Camarilla DeMark
R4 0.8364 0.8309 0.8023
R3 0.8205 0.8150 0.7979
R2 0.8046 0.8046 0.7965
R1 0.7991 0.7991 0.7950 0.8018
PP 0.7887 0.7887 0.7887 0.7900
S1 0.7832 0.7832 0.7921 0.7859
S2 0.7728 0.7728 0.7906
S3 0.7569 0.7673 0.7892
S4 0.7410 0.7514 0.7848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7944 0.7783 0.0162 2.0% 0.0035 0.4% 97% True False 101
10 0.7944 0.7755 0.0190 2.4% 0.0035 0.4% 98% True False 154
20 0.7944 0.7755 0.0190 2.4% 0.0042 0.5% 98% True False 140
40 0.7944 0.7755 0.0190 2.4% 0.0037 0.5% 98% True False 88
60 0.8009 0.7755 0.0255 3.2% 0.0030 0.4% 73% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8010
2.618 0.7985
1.618 0.7969
1.000 0.7960
0.618 0.7954
HIGH 0.7944
0.618 0.7938
0.500 0.7936
0.382 0.7934
LOW 0.7929
0.618 0.7919
1.000 0.7913
1.618 0.7903
2.618 0.7888
4.250 0.7863
Fisher Pivots for day following 21-Mar-2022
Pivot 1 day 3 day
R1 0.7938 0.7930
PP 0.7937 0.7921
S1 0.7936 0.7912

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These figures are updated between 7pm and 10pm EST after a trading day.

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